Local Vega Index and Variance Reduction Methods (Q4409039)
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scientific article; zbMATH DE number 1941975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Vega Index and Variance Reduction Methods |
scientific article; zbMATH DE number 1941975 |
Statements
Local Vega Index and Variance Reduction Methods (English)
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2003
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option sensitivity
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volatility structure
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